DMAR vs. XIMR

Last updated Jun 24, 2026

DMAR (FT Cboe Vest U.S. Equity Deep Buffer ETF - March) and XIMR (FT Vest U.S. Equity Buffer & Premium Income ETF - March) are both Options Trading funds from FT Vest. Both are actively managed. Over the past year, DMAR returned 13.82% vs 7.87% for XIMR. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.85% expense ratio.

Performance

DMAR vs. XIMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DMAR achieves a 6.84% return, which is significantly higher than XIMR's 4.15% return.

DMAR

• 1D: -0.31%
• 1M: -0.06%
• YTD: 6.84%
• 6M: 6.93%
• 1Y: 13.82%
• 3Y*: 11.70%
• 5Y*: 7.52%
• 10Y*: —

XIMR

• 1D: -0.16%
• 1M: 0.12%
• YTD: 4.15%
• 6M: 4.33%
• 1Y: 7.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DMAR vs. XIMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	6.84%	9.13%	10.63%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	4.15%	6.80%	5.75%

Correlation

The correlation between DMAR and XIMR is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (All Time) Calculated using the full available price history since Mar 19, 2024	0.69

The correlation between DMAR and XIMR has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

Return for Risk

DMAR vs. XIMR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DMAR

DMAR Risk / Return Rank: 97
DMAR Sharpe Ratio Rank: 96
DMAR Sortino Ratio Rank: 97
DMAR Omega Ratio Rank: 97
DMAR Calmar Ratio Rank: 97
DMAR Martin Ratio Rank: 98

XIMR

XIMR Risk / Return Rank: 97
XIMR Sharpe Ratio Rank: 96
XIMR Sortino Ratio Rank: 98
XIMR Omega Ratio Rank: 98
XIMR Calmar Ratio Rank: 95
XIMR Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DMAR vs. XIMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) and FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DMAR	XIMR	Difference
Sharpe ratio: Return per unit of total volatility	3.71	3.87	-0.16
Sortino ratio: Return per unit of downside risk	6.08	7.00	-0.91
Omega ratio: Gain probability vs. loss probability	1.92	2.20	-0.29
Calmar ratio: Return relative to maximum drawdown	9.06	7.29	+1.77
Martin ratio: Return relative to average drawdown	53.38	59.00	-5.62

DMAR vs. XIMR - Sharpe Ratio Comparison

The current DMAR Sharpe Ratio is 3.71, which is comparable to the XIMR Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of DMAR and XIMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DMAR vs. XIMR - Drawdown Comparison

The maximum DMAR drawdown since its inception was -9.84%, which is greater than XIMR's maximum drawdown of -5.12%. Use the drawdown chart below to compare losses from any high point for DMAR and XIMR.

Drawdown Indicators

	DMAR	XIMR	Difference
Max Drawdown Largest peak-to-trough decline	-9.84%	-5.12%	-4.72%
Max Drawdown (1Y) Largest decline over 1 year	-1.53%	-1.08%	-0.45%
Max Drawdown (3Y) Largest decline over 3 years	-9.16%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-9.84%	—	—
Current Drawdown Current decline from peak	-0.50%	-0.30%	-0.20%
Average Drawdown Average peak-to-trough decline	-1.83%	-0.17%	-1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.26%	0.13%	+0.13%

Volatility

DMAR vs. XIMR - Volatility Comparison

FT Cboe Vest U.S. Equity Deep Buffer ETF - March (DMAR) has a higher volatility of 1.42% compared to FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) at 0.79%. This indicates that DMAR's price experiences larger fluctuations and is considered to be riskier than XIMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DMAR	XIMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.42%	0.79%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	3.04%	1.79%	+1.25%
Volatility (1Y) Calculated over the trailing 1-year period	3.77%	2.08%	+1.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.06%	4.34%	+2.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.96%	4.34%	+2.62%

DMAR vs. XIMR - Expense Ratio Comparison

Both DMAR and XIMR have an expense ratio of 0.85%.

Dividends

DMAR vs. XIMR - Dividend Comparison

DMAR has not paid dividends to shareholders, while XIMR's dividend yield for the trailing twelve months is around 6.43%.

Position	TTM	2025	2024
DMAR FT Cboe Vest U.S. Equity Deep Buffer ETF - March	0.00%	0.00%	0.00%
XIMR FT Vest U.S. Equity Buffer & Premium Income ETF - March	6.43%	6.41%	4.44%

Frequently Asked Questions

Can I hold both DMAR and XIMR in my portfolio?

DMAR and XIMR have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DMAR or XIMR?

DMAR has higher volatility (1.42%) compared to XIMR (0.79%). In terms of maximum drawdown, DMAR dropped -9.84% vs XIMR's -5.12%.

Which ETF is better, DMAR or XIMR?

On 1-year performance, DMAR leads with 13.82% vs 7.87% for XIMR. Both ETFs have the same 0.85% expense ratio. On volatility, XIMR has been the lower-risk option at 0.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DMAR or XIMR?

Over the 1-year period, DMAR has performed better with a 13.82% return vs 7.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DMAR or XIMR?

DMAR and XIMR have the same expense ratio: 0.85% per year.

Which ETF pays a higher dividend yield, DMAR or XIMR?

XIMR has the higher dividend yield at 6.43%, compared with 0.00% for DMAR.

Which has better risk-adjusted returns?

XIMR currently has the higher Sharpe Ratio (3.87 vs 3.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.